Related papers: Exponential velocity tails in a driven inelastic M…
Distributions exhibiting fat tails occur frequently in many different areas of science. A dynamical reason for fat tails can be a so-called superstatistics, where one has a superposition of local Gaussians whose variance fluctuates on a…
There is an increasing interest to understand the dependence structure of a random vector not only in the center of its distribution but also in the tails. Extreme-value theory tackles the problem of modelling the joint tail of a…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the law are twofold: i) we quantify the spatial regularity of the…
The Boltzmann equation for d-dimensional inelastic Maxwell models is considered to analyze transport properties in spatially inhomogeneous states close to the simple shear flow. A normal solution is obtained via a Chapman--Enskog--like…
When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy…
We compute the joint distribution of relative velocities and separations of identical inertial particles suspended in randomly mixing and turbulent flows. Our results are obtained by matching asymptotic forms of the distribution. The method…
We study scale-invariant systems in the presence of Gaussian quenched electric disorder, focusing on the tails of the energy spectra induced by disorder. For relevant disorder we derive asymptotic expressions for the densities of…
We study the probability distribution of the maximum $M_S $ of a smooth stationary Gaussian field defined on a fractal subset $S$ of $\R^n$. Our main result is the equivalent of the asymptotic behavior of the tail of the distribution…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the…
Modeling and predicting extreme movements in GDP is notoriously difficult and the selection of appropriate covariates and/or possible forms of nonlinearities are key in obtaining precise forecasts. In this paper, our focus is on using large…
We consider a two-node fluid network with batch arrivals of random size having a heavy-tailed distribution. We are interested in the tail asymptotics for the stationary distribution of a two-dimensional queue-length process. The tail…
The letter presents new field-theoretical approach to 2D passive scalar problem. The Gaussian form of the distribution for the Lyapunov exponent is derived and its parameters are found explicitly.
The aim of this paper, is to define a bivariate exponentiated generalized linear exponential distribution based on Marshall-Olkin shock model. Statistical and reliability properties of this distribution are discussed. This includes…
This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
We consider the following recurrence relation with random i.i.d. coefficients $(a_n,b_n)$: $$ x_{n+1}=a_{n+1} x_n+b_{n+1} $$ where $a_n\in GL(d,\mathbb{R}),b_n\in \mathbb{R}^d$. Under natural conditions on $(a_n,b_n)$ this equation has a…
High energy infers high velocity and high velocity is a concept of special relativity. The Maxwellian velocity distribution is corrected to be consistent with special relativity. The corrected velocity distribution reduces to the Maxwellian…
We obtain an asymptotic expansion for the tails of the random variable $\tcal=\arg\max_{u\in\mathbb{R}}(\mathcal{A}_2(u)-u^2)$ where $\mathcal{A}_2$ is the Airy$_2$ process. Using the formula of Schehr \cite{Sch} that connects the density…